| Your Current Location : Fund Card : Risk Analysis |
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| Navi US Nasdaq 100 FoF Reg (G) |
| [Equity: Global] |
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| Absolute Metrics (Single Computation - last 3 years) |
| Scheme Name |
Standard
Deviation |
Sharpe
Ratio |
Downside
Deviation |
Downside
Probability |
Sortino
Ratio |
| Navi US Nasdaq 100 FoF Reg (G) |
18.51% |
1.1791 |
16.3515% |
42.7171% |
0.1437 |
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| High Watermark Gain Stream (%) |
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| Maximum Drawdown Loss Stream (%) |
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| Gain Loss Ratio = 0.00 |
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| Broader Benchmark Relative Metrics (Single Computation - last 3 years) |
| Scheme Name |
Alpha |
Beta |
Treynor
Ratio |
Tracking
Error |
Information
Ratio |
| Navi US Nasdaq 100 FoF Reg (G) |
27.7189% |
0.0001 |
1.9247 |
27.5165% |
1.0474 |
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| Up Capture v/s Down Capture |
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